+781.5%
CDE vs CTSH
-14.1%
+795.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -6.1% | -9.8% | +3.7% | -3.7% |
| 30D | +9.5% | +0.1% | +9.4% | +9.5% |
| 3M | +32.0% | +13.2% | +18.8% | +28.7% |
| 6M | -12.8% | -6.2% | -6.6% | -8.4% |
| YTD | +14.2% | -28.5% | +42.7% | +34.6% |
| 1Y | +36.3% | -13.8% | +50.1% | +43.3% |
| All | +781.5% | -14.1% | +795.6% | +847.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CTSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling